Efficient Methods of Estimating the Error Components Regression Models

Statistical Inference in Random Coefficient Regression Models ◽

10.1007/978-3-642-80653-7_3 ◽

1971 ◽

pp. 63-96

Author(s):

P. A. V. B. Swamy

Keyword(s):

Regression Models ◽

Error Components

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The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models

Econometrica ◽

10.2307/1909405 ◽

1972 ◽

Vol 40 (2) ◽

pp. 261 ◽

Cited By ~ 150

Author(s):

P. A. V. B. Swamy ◽

S. S. Arora

Keyword(s):

Regression Models ◽

Finite Sample ◽

Error Components ◽

Finite Sample Properties

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On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components

International Economic Review ◽

10.2307/2526829 ◽

1988 ◽

Vol 29 (4) ◽

pp. 707 ◽

Cited By ~ 12

Author(s):

Jan R. Magnus ◽

Alan D. Woodland

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Multivariate Regression ◽

Regression Models ◽

Likelihood Estimation ◽

Error Components ◽

Correlated Error

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An Error-Components Procedure (ECP) for Introducing Prior Information about Covariance Matrices and Analysis of Multivariate Regression Models

International Economic Review ◽

10.2307/2526266 ◽

1979 ◽

Vol 20 (3) ◽

pp. 679 ◽

Cited By ~ 4

Author(s):

Arnold Zellner

Keyword(s):

Multivariate Regression ◽

Regression Models ◽

Prior Information ◽

Covariance Matrices ◽

Error Components

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On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components

Econometrica ◽

10.2307/1911468 ◽

1984 ◽

Vol 52 (1) ◽

pp. 203 ◽

Cited By ~ 31

Author(s):

Ingmar R. Prucha

Keyword(s):

Regression Models ◽

Asymptotic Efficiency ◽

Seemingly Unrelated Regression ◽

Error Components ◽

Unrelated Regression

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Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood

Journal of Econometrics ◽

10.1016/0304-4076(82)90005-7 ◽

1982 ◽

Vol 19 (2-3) ◽

pp. 239-285 ◽

Cited By ~ 59

Author(s):

Jan R. Magnus

Keyword(s):

Maximum Likelihood ◽

Nonlinear Regression ◽

Regression Models ◽

Nonlinear Regression Models ◽

Error Components ◽

Components Analysis ◽

Linear And Nonlinear

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Error Components Regression Models and Their Applications

10.3386/w0003 ◽

1973 ◽

Cited By ~ 1

Author(s):

Swarnjit Arora

Keyword(s):

Regression Models ◽

Error Components

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Bayesian Analysis of Error Components Regression Models

Journal of the American Statistical Association ◽

10.1080/01621459.1973.10481400 ◽

1973 ◽

Vol 68 (343) ◽

pp. 648-658 ◽

Cited By ~ 4

Author(s):

P. A. V. B. Swamy ◽

J. S. Mehta

Keyword(s):

Bayesian Analysis ◽

Regression Models ◽

Error Components ◽

Analysis Of Error

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A transformation for heteroscedastic error components regression models

Economics Letters ◽

10.1016/0165-1765(88)90161-9 ◽

1988 ◽

Vol 27 (4) ◽

pp. 349-354 ◽

Cited By ~ 18

Author(s):

William C. Randolph

Keyword(s):

Regression Models ◽

Error Components ◽

Heteroscedastic Error

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Regression Models of Foreign Policy Beliefs

PsycEXTRA Dataset ◽

10.1037/e473742008-099 ◽

1968 ◽

Cited By ~ 2

Author(s):

David A. Summers ◽

Thomas R. Stewart

Keyword(s):

Foreign Policy ◽

Regression Models ◽

Policy Beliefs

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Equality Constraints on Slopes Versus Correlations in SEM Latent Variable Regression Models

PsycEXTRA Dataset ◽

10.1037/e560042014-001 ◽

2014 ◽

Author(s):

Richard F. Haase

Keyword(s):

Latent Variable ◽

Regression Models ◽

Equality Constraints ◽

Latent Variable Regression

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